Reflecting Brownian motion in the \(d\)-ball

DOI10.1007/s10958-021-05584-zzbMath1481.60161OpenAlexW3205410246MaRDI QIDQ2246212

P. N. Ievlev

Publication date: 16 November 2021

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-021-05584-z

zbMATH Keywords

semigroupreflected Brownian motion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains
• Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian
• A limit theorem on the convergence of random walk functionals to a solution of the Cauchy problem for the equation \( \frac{\partial u}{\partial t}=\frac{\sigma^2}{2}\Delta u \) with complex \(\sigma\)
• Semigroups of linear operators and applications to partial differential equations
• A construction of reflecting barrier Brownian motions for bounded domains
• Censored stable processes
• On a limit theorem related to probabilistic representation of solution to the Cauchy problem for the Schrödinger equation
• A probabilistic representation of the Cauchy problem solution for the multidimensional Schrödinger equation
• Probabilistic representations for solutions to initial boundary value problems for non-stationary Schrödinger equation in \(d\)-hyperball
• A complex analogue of the central limit theorem and a probabilistic approximation of the Feynman integral
• Heat kernel estimates for stable-like processes on \(d\)-sets.
• Stochastic differential equations with reflecting boundary conditions
• Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems II
• Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems. I
• ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS
• Reflecting Lévy Processes and Associated Families of Linear Operators
• A new look at the Moran dam
• Single-server queueing systems with uniformly limited queueing time
• Diffusion processes with boundary conditions
• Skorohod-Loynes characterizations of queueing, fluid, and inventory processes

This page was built for publication: Reflecting Brownian motion in the \(d\)-ball